Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 1.51% | 1.23 CHF | 1.24 CHF | 124'000 | 124'000 | 55'332 | 55'332 | 66'692 CHF | 67'529 CHF | 100.00% | 100.00% |
12.07.2024 | 1.53% | 1.16 CHF | 1.17 CHF | 120'000 | 120'000 | 54'571 | 54'571 | 63'927 CHF | 64'752 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 1.18 CHF | 1.19 CHF | 122'000 | 122'000 | 55'052 | 55'052 | 66'282 CHF | 67'117 CHF | 99.82% | 99.82% |
10.07.2024 | 1.46% | 1.26 CHF | 1.27 CHF | 124'000 | 124'000 | 55'241 | 55'241 | 68'123 CHF | 68'959 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 54'665 | 54'665 | 64'547 CHF | 65'378 CHF | 99.72% | 99.72% |
08.07.2024 | 2.14% | 1.18 CHF | 1.19 CHF | 122'000 | 122'000 | 53'735 | 53'735 | 59'668 CHF | 60'641 CHF | 100.00% | 100.00% |
05.07.2024 | 2.13% | 1.10 CHF | 1.11 CHF | 118'000 | 118'000 | 53'090 | 53'090 | 57'888 CHF | 58'856 CHF | 99.69% | 99.69% |
04.07.2024 | 2.29% | 1.08 CHF | 1.10 CHF | 48'000 | 48'000 | 38'293 | 38'293 | 41'878 CHF | 42'803 CHF | 99.81% | 99.81% |
03.07.2024 | 2.16% | 1.11 CHF | 1.12 CHF | 118'000 | 118'000 | 52'483 | 52'483 | 56'926 CHF | 57'874 CHF | 100.00% | 100.00% |
02.07.2024 | 2.21% | 1.07 CHF | 1.08 CHF | 116'000 | 116'000 | 52'127 | 52'127 | 55'394 CHF | 56'338 CHF | 100.00% | 100.00% |